A reference direction approach to multiple objective quadratic-linear programming

DOI10.1016/S0377-2217(96)00245-7MaRDI QIDQ1290716zbMATH OpenOpenAlexFDO

Authors Guang Yuan Yu, Pekka J. Korhonen

Publication date 17 December 2000

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0377-2217(96)00245-7

zbMATH Keywords

quadratic programmingmultiple objective programmingreference directionachievement scalarizing functionlinear complementary modelnondominated criterion values

Mathematics Subject Classification ID

Quadratic programming (90C20) Multi-objective and goal programming (90C29) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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• A visual interactive method for solving the multiple criteria problem
• An Interactive Approach for Multi-Criterion Optimization, with an Application to the Operation of an Academic Department
• On the completeness and constructiveness of parametric characterizations to vector optimization problems
• Proper efficiency and the theory of vector maximization

Cited in

(11)

• A conjugate directions-type procedure for quadratic multiobjective optimization
• Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
• Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
• Interactive \textsc{Nonconvex Pareto Navigator} for multiobjective optimization
• Doubly nonnegative relaxation method for solving multiple objective quadratic programming problems
• On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives
• Hybrid method for a class of stochastic bi-criteria optimization problems
• On constructing expert Betas for single-index model
• Pareto optimality conditions and duality for vector quadratic fractional optimization problems
• Necessary and sufficient conditions for achieving global optimal solutions in multiobjective quadratic fractional optimization problems
• A class of stochastic optimization problems with one quadratic \& several linear objective functions and extended portfolio selection model

Describes a project that uses

Uses Software

• TRIMAP

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